we haven't heard of such a problem before. Since it works fine in the same session but the settings are gone after logging out, this might be a problem with the system folder protection in Windows 7. As far as I know, this feature silently redirects access to certain protected directories to a temporary location which is cleared on log-out. However, recent versions of yEd store its preferences in the designated location for application settings, in the folder %APPDATA%, which shouldn't be affected by this. Are you using the latest version of yEd (3.8)?
You can also check if the yEd preferences folder still contains any data after logging out and in. For the location of this folder, please see this article: http://yed.yworks.com/support/qa/9/